From 6d724cb9db3b7502e533c75c484d8a5cc68faadc Mon Sep 17 00:00:00 2001
From: Toby Wolff-Maritz <toby.wolff-maritz@reactivemarkets.com>
Date: Tue, 9 Dec 2025 09:20:22 +0000
Subject: [PATCH] feat(flatbuffers): add price_dp and rounding_method to md
 snapshot

- Required to perform rounding calculations

SD-6924
---
 flatbuffers/Enum.fbs               | 8 ++++++++
 flatbuffers/MarketDataSnapshot.fbs | 4 ++++
 2 files changed, 12 insertions(+)

diff --git a/flatbuffers/Enum.fbs b/flatbuffers/Enum.fbs
index 4aa136d..c3ac3a2 100644
--- a/flatbuffers/Enum.fbs
+++ b/flatbuffers/Enum.fbs
@@ -70,6 +70,14 @@ enum QuoteType: int16 {
     FullAmountLadder = 7
 }
 
+enum RoundingMethod: int16 {
+    None = 0,
+    RoundPriceHalfUp,
+    RoundPriceHalfToEven,
+    RoundPriceHalfTowardMid,
+    RoundPriceAwayFromMid,
+}
+
 enum SecurityType: int16 {
     None = 0,
     Spot,
diff --git a/flatbuffers/MarketDataSnapshot.fbs b/flatbuffers/MarketDataSnapshot.fbs
index 94d1248..510ef14 100644
--- a/flatbuffers/MarketDataSnapshot.fbs
+++ b/flatbuffers/MarketDataSnapshot.fbs
@@ -58,4 +58,8 @@ table MarketDataSnapshot {
     offer: [MDEntry];
     /// Dodd-Frank mid price.
     mid_price: double;
+    /// Number of decimal places for prices in this market data snapshot.
+    price_dp: int;
+    /// Rounding method used for this market data snapshot.
+    rounding_method: RoundingMethod = None;
 }